Recurrent cyclonic storms in the Bay of Bengal inflict massive losses on the coastal regions of Bangladesh and India. Information on occurrences and severities of cyclones is necessary for understanding household and community responses to cyclone risks. This paper constructs a georeferenced panel database that can be used to obtain such information for Bangladesh, West Bengal, and Odisha. Cyclone strike locations and impact zones are analyzed for several historical periods between 1877 and 2016. The findings indicate that although the median location has shifted eastward, there is a marked variability in location, especially after 1960. Impacts also have varied considerably within and across zones over time, with the highest-impact zones in northern Odisha and the Sundarbans region of West Bengal. The pronounced spatial and temporal variation in cyclone impacts will provide robust controls for comparative research on household and community adaptation to cyclones in the study region. The methodology developed in the paper is general and could be expanded to an arbitrarily large set of coastal locations.